Suppose the current exchange rate is $1.62/, the interest rate in the United States is 5.25%, the interest rate in the United Kingdom is 4%, and the volatility of the $/ exchange rate is 18%. Using the Black-Scholes formula, the price of a six-month European call option on the British pound with a strike price of $1.60/ will be closest to: Select one: O a. $0.059/ O b. $0.040/ O c. $0.097/ O d. $0.078/